Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505162.285 | 418337.4245 | 86824.8605 | 824472.4851 | 310769.5523 | 513702.9328 |
Total P&L (%) | 505.1623 | 418.3374 | 86.8249 | 824.4725 | 310.7696 | 513.7029 |
Avg Daily Profit (%) | 0.2426 | 0.2009 | 0.0417 | 0.1069 | 0.0679 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75381 | -57220 | -83922 | -1103471 | -790253 | -577964 |
Profit Factor | 1.6916 | 2.1493 | 1.2369 | 1.1572 | 1.1151 | 1.2019 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 108 | 59 | 49 | 108 | 59 | 49 |
Profitability (%) | 42.5532 | 37.234 | 47.8723 | 42.5532 | 37.234 | 47.8723 |
Ratio Avg Win / Avg Loss | 2.2836 | 3.6231 | 1.3469 | 1.5622 | 1.8797 | 1.3088 |
Largest Winning Trade | 194826 | 194826 | 69987 | 748643 | 748643 | 437991 |
Largest Losing Trade | -24282 | -20493 | -24282 | -315107 | -200146 | -315107 |
Avg Bars in Trades | 131 | 120 | 143 | 131 | 120 | 143 |
Avg Bars in Winners | 207 | 200 | 213 | 207 | 200 | 213 |
Avg Bars in Losers | 75 | 72 | 78 | 75 | 72 | 78 |
Bars Traded | 24735 | 11283 | 13452 | 24735 | 11283 | 13452 |
Profit Streak | 16.3726 | 29.0393 | 0 | 16.3726 | 29.0393 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369730 | 251618 | -138647 | -97727 | -199843 | -77821 |
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{ "first_band": { "type": "kcb", "factors": { "length": 120, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 3.08434 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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